V-Lab: AEX-Index MF2-GARCH Volatility Analysis

V-Lab

AEX-Index MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, July 30th, 2025:13.37% (-0.71%)

Analysis last updated: Tuesday, July 29, 2025 at 03:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	41
$α$	0.0000	0.00
$β$	0.8335	224.59
$γ$	0.1843	42.93
$λ_{1}$	0.0079	4.12
$λ_{2}$	0.0437	3.88
$λ_{3}$	0.9497	73.13

Estimation Period:
Jan 1, 1990 to Jul 25, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts